Bullet lists are a wonderful way of formatting both because they convey structure and because they serve to visually break up otherwise impenetrable paragraphs of prose.

It's possible to use a custom image for these bullets, by way of the CSS list-style-image property. This is a great way to carry your site's theme through into the content.

If you can't be bothered to draw custom images, you can at least make your bullets agree with the font using the list-style-type. With sans-serif fonts, square bullets usually look more professional. If you are using serif fonts - and this is a bad idea incidentally, because they aren't as legible on a screen - use circle or disc (ie. unfilled circular) bullets.